+5,605.4%
NSC vs HRB
+3,357.9%
+2,247.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.0% | +4.5% | +1.5% |
| 7D | -5.5% | -5.7% | +0.2% | -4.1% |
| 30D | -3.2% | +7.9% | -11.1% | -5.6% |
| 3M | +7.7% | +32.1% | -24.5% | -0.9% |
| 6M | +4.5% | +62.2% | -57.7% | -10.1% |
| YTD | +15.6% | +16.4% | -0.8% | +7.9% |
| 1Y | +19.8% | -0.3% | +20.1% | +16.4% |
| 3Y | +70.1% | +36.0% | +34.1% | +48.8% |
| 5Y | +46.1% | +125.2% | -79.1% | +8.5% |
| 10Y | +328.1% | +237.7% | +90.4% | +166.2% |
| All | +5,605.4% | +3,357.9% | +2,247.5% | +1,526.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HRB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling